Sandvik AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.22% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 3.37 | |
| 0.0151 | 2.91 | |
| 0.9810 | 475.74 | |
| 0.0078 | 0.89 |
Estimation Period:
May 26, 2008 to Feb 6, 2026
May 26, 2008 to Feb 6, 2026
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